NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.203 |
5.977 |
-0.226 |
-3.6% |
6.257 |
| High |
6.295 |
5.977 |
-0.318 |
-5.1% |
6.521 |
| Low |
5.855 |
5.736 |
-0.119 |
-2.0% |
5.736 |
| Close |
5.916 |
5.846 |
-0.070 |
-1.2% |
5.846 |
| Range |
0.440 |
0.241 |
-0.199 |
-45.2% |
0.785 |
| ATR |
0.255 |
0.254 |
-0.001 |
-0.4% |
0.000 |
| Volume |
1,637 |
2,395 |
758 |
46.3% |
7,811 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.576 |
6.452 |
5.979 |
|
| R3 |
6.335 |
6.211 |
5.912 |
|
| R2 |
6.094 |
6.094 |
5.890 |
|
| R1 |
5.970 |
5.970 |
5.868 |
5.912 |
| PP |
5.853 |
5.853 |
5.853 |
5.824 |
| S1 |
5.729 |
5.729 |
5.824 |
5.671 |
| S2 |
5.612 |
5.612 |
5.802 |
|
| S3 |
5.371 |
5.488 |
5.780 |
|
| S4 |
5.130 |
5.247 |
5.713 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.389 |
7.903 |
6.278 |
|
| R3 |
7.604 |
7.118 |
6.062 |
|
| R2 |
6.819 |
6.819 |
5.990 |
|
| R1 |
6.333 |
6.333 |
5.918 |
6.184 |
| PP |
6.034 |
6.034 |
6.034 |
5.960 |
| S1 |
5.548 |
5.548 |
5.774 |
5.399 |
| S2 |
5.249 |
5.249 |
5.702 |
|
| S3 |
4.464 |
4.763 |
5.630 |
|
| S4 |
3.679 |
3.978 |
5.414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.521 |
5.736 |
0.785 |
13.4% |
0.284 |
4.9% |
14% |
False |
True |
1,562 |
| 10 |
6.521 |
5.736 |
0.785 |
13.4% |
0.228 |
3.9% |
14% |
False |
True |
1,302 |
| 20 |
6.521 |
5.692 |
0.829 |
14.2% |
0.214 |
3.7% |
19% |
False |
False |
1,350 |
| 40 |
7.121 |
5.692 |
1.429 |
24.4% |
0.218 |
3.7% |
11% |
False |
False |
1,330 |
| 60 |
7.708 |
5.692 |
2.016 |
34.5% |
0.216 |
3.7% |
8% |
False |
False |
1,200 |
| 80 |
8.598 |
5.692 |
2.906 |
49.7% |
0.214 |
3.7% |
5% |
False |
False |
1,094 |
| 100 |
9.240 |
5.692 |
3.548 |
60.7% |
0.214 |
3.7% |
4% |
False |
False |
979 |
| 120 |
10.025 |
5.692 |
4.333 |
74.1% |
0.220 |
3.8% |
4% |
False |
False |
883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.001 |
|
2.618 |
6.608 |
|
1.618 |
6.367 |
|
1.000 |
6.218 |
|
0.618 |
6.126 |
|
HIGH |
5.977 |
|
0.618 |
5.885 |
|
0.500 |
5.857 |
|
0.382 |
5.828 |
|
LOW |
5.736 |
|
0.618 |
5.587 |
|
1.000 |
5.495 |
|
1.618 |
5.346 |
|
2.618 |
5.105 |
|
4.250 |
4.712 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.857 |
6.063 |
| PP |
5.853 |
5.991 |
| S1 |
5.850 |
5.918 |
|